What about putting the msgbox code into a While loop and move the
Me.Hide to outside the loop, eg

While sTribeNameUI = "" Or sCYUI = "" Or sServMonthUI = "" _
Or sCYUI = ""
MsgBox "Please select a Tribe Name, a Service Month and" & Chr(10) &
_
" a Calendar Year!", vbOKOnly
With Me.cbTribeName
.SelStart = 0
.SelLength = Len(.Text)
.SetFocus
End With
Wend

me.Hide

You may want to give the user and option to cancel and exit

Cheers,
Andrew